Search Results - subject:"general inflation"

Stochastic chain-ladder reserving with modeled general inflation

DeFelice, Massimo; Moriconi, Franco - In: Risks : open access journal 11 (2023) 12, pp. 1-31

We consider two possible approaches to the problem of incorporating explicit general (i.e., economic) inflation in the non-life claims reserve estimates and the corresponding reserve SCR, defined - as in Solvency II - under the one-year view. What we call the actuarial approach provides a...

Persistent link: https://www.econbiz.de/10014446788

A three-factor market model for incorporating explicit general inflation in non-life claims reserving

Moriconi, Franco - In: Risks : open access journal 11 (2023) 10, pp. 1-32

In a recent paper "Stochastic Chain-Ladder Reserving with Modeled General Inflation", the effects of modeled general … "Stochastic Chain-Ladder Reserving with Modeled General Inflation", we repeat the application to claims reserving presented in … inflation on non-life claims reserving were studied using, along with the so called "market approach", a stochastic two …

Persistent link: https://www.econbiz.de/10014391753